IGSG.L vs. TER

Last updated Jun 5, 2026

IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI ACWI NR USD, while TER (Teradyne, Inc.) is a stock. Over the past 10 years, IGSG.L returned 13.10%/yr vs 37.12%/yr for TER. At a 0.37 correlation, their price movements are largely independent.

Performance

IGSG.L vs. TER - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) and Teradyne, Inc. (TER). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IGSG.L is traded in GBp, while TER is traded in USD. To make them comparable, the TER values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGSG.L achieves a 9.09% return, which is significantly lower than TER's 111.22% return. Over the past 10 years, IGSG.L has underperformed TER with an annualized return of 13.10%, while TER has yielded a comparatively higher 37.12% annualized return.

IGSG.L

• 1D: 0.37%
• 1M: 5.67%
• YTD: 9.09%
• 6M: 10.48%
• 1Y: 24.51%
• 3Y*: 14.94%
• 5Y*: 11.83%
• 10Y*: 13.10%

TER

• 1D: -0.69%
• 1M: 7.79%
• YTD: 111.22%
• 6M: 101.48%
• 1Y: 404.73%
• 3Y*: 55.44%
• 5Y*: 27.16%
• 10Y*: 37.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.L vs. TER - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)	9.09%	14.21%	12.74%	19.46%	-7.27%	23.00%	9.72%	21.71%	-3.46%	11.82%
TER Teradyne, Inc.	111.22%	43.39%	18.55%	18.54%	-39.97%	38.10%	71.54%	110.60%	-19.89%	51.79%

Correlation

The correlation between IGSG.L and TER is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Mar 10, 2011	0.37

The correlation between IGSG.L and TER shifts across timeframes, from 0.24 (1 year) to 0.40 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

IGSG.L vs. TER — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGSG.L

IGSG.L Risk / Return Rank: 68
IGSG.L Sharpe Ratio Rank: 72
IGSG.L Sortino Ratio Rank: 70
IGSG.L Omega Ratio Rank: 74
IGSG.L Calmar Ratio Rank: 61
IGSG.L Martin Ratio Rank: 64

TER

TER Risk / Return Rank: 98
TER Sharpe Ratio Rank: 99
TER Sortino Ratio Rank: 97
TER Omega Ratio Rank: 97
TER Calmar Ratio Rank: 99
TER Martin Ratio Rank: 99

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IGSG.L vs. TER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) and Teradyne, Inc. (TER). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	IGSG.L	TER	Difference
Sharpe ratio: Return per unit of total volatility	2.32	6.33	-4.01
Sortino ratio: Return per unit of downside risk	3.14	4.98	-1.84
Omega ratio: Gain probability vs. loss probability	1.43	1.72	-0.29
Calmar ratio: Return relative to maximum drawdown	2.97	15.32	-12.35
Martin ratio: Return relative to average drawdown	11.52	57.72	-46.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGSG.L vs. TER - Sharpe Ratio Comparison

The current IGSG.L Sharpe Ratio is 2.32, which is lower than the TER Sharpe Ratio of 6.33. The chart below compares the historical Sharpe Ratios of IGSG.L and TER, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IGSG.L	TER	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.32	6.33	-4.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.57	+0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.93	0.84	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.49	+0.24

Drawdowns

IGSG.L vs. TER - Drawdown Comparison

The maximum IGSG.L drawdown since its inception was -24.74%, smaller than the maximum TER drawdown of -77.62%. Use the drawdown chart below to compare losses from any high point for IGSG.L and TER.

Drawdown Indicators

	IGSG.L	TER	Difference
Max Drawdown Largest peak-to-trough decline	-24.74%	-77.62%	+52.88%
Max Drawdown (1Y) Largest decline over 1 year	-8.21%	-26.44%	+18.23%
Max Drawdown (3Y) Largest decline over 3 years	-16.54%	-58.34%	+41.80%
Max Drawdown (5Y) Largest decline over 5 years	-16.54%	-58.34%	+41.80%
Max Drawdown (10Y) Largest decline over 10 years	-24.74%	-58.34%	+33.60%
Current Drawdown Current decline from peak	0.00%	-1.83%	+1.83%
Average Drawdown Average peak-to-trough decline	-3.70%	-19.59%	+15.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	7.00%	-4.88%

Volatility

IGSG.L vs. TER - Volatility Comparison

The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) is 2.92%, while Teradyne, Inc. (TER) has a volatility of 19.28%. This indicates that IGSG.L experiences smaller price fluctuations and is considered to be less risky than TER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGSG.L	TER	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	19.28%	-16.36%
Volatility (6M) Calculated over the trailing 6-month period	8.40%	48.26%	-39.86%
Volatility (1Y) Calculated over the trailing 1-year period	10.53%	63.98%	-53.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.65%	48.25%	-35.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.14%	44.17%	-30.03%

Dividends

IGSG.L vs. TER - Dividend Comparison

IGSG.L has not paid dividends to shareholders, while TER's dividend yield for the trailing twelve months is around 0.12%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TER Teradyne, Inc.	0.12%	0.25%	0.38%	0.41%	0.50%	0.24%	0.33%	0.53%	1.15%	0.67%	0.94%	1.16%

Frequently Asked Questions

Can I hold both IGSG.L and TER in my portfolio?

IGSG.L and TER have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.